Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ROLL | RBC Bearings Incorporated | Industrials | Machinery | 6144 | 0 | 245.82 | 149728 |
BMO | Bank of Montreal | Financial Services | Banks - Diversified | 68061 | 0.0477 | 93.82 | 674249 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 9757.82 |
Total net P/L: | -242.18 | Total ROI: | -2.42 % |
CAGR: | -5.87 % | Max. DD: | 24.24 % |
System Score: | -0.012 | Sharpe Ratio: | -0.058 |
Start Date: | 2020-10-01 | End Date: | 2021-02-26 |
Total days: | 148 | ||
Commissions: | 12.00 | Comm.% P/L | 5.21 % |
Total Transactions: | 12 | Log. Linearity: | 12.765 % |
Total | Long | Short | ROLL | BMO | |
---|---|---|---|---|---|
Total Profit/Loss | -230.18 | 1246.12 | -1476.30 | -2829.24 | 2599.06 |
Total Profit | 1246.12 | 1246.12 | 0.00 | 1055.22 | 2607.36 |
Total Loss | 1476.30 | 0.00 | 1476.30 | 3884.46 | 8.30 |
Profit Factor | 0.84 | 0.00 | 0.00 | 0.27 | 314.14 |
Trades | 3 | 2 | 1 | 3 | 3 |
Winning Trades | 2 | 2 | 0 | 1 | 2 |
Losing Trades | 1 | 0 | 1 | 2 | 1 |
% Profitable | 66.00 | 100.00 | 0.00 | 33.00 | 66.00 |
Profit/Loss Per Trade % | -0.77 | 6.19 | -13.37 | -10.39 | 7.63 |
Profit Per Trade % | 6.19 | 6.19 | 0.00 | 10.55 | 11.71 |
Loss Per Trade % | 13.37 | 0.00 | 13.37 | 16.54 | 0.08 |
Days In Trade | 32 | 11 | 21 | 32 | 32 |
Days In Trade (Avg. Per Trade) | 10.67 | 5.50 | 21.00 | 10.67 | 10.67 |
% Days In Trade | 21.62 | 7.43 | 14.19 | 21.62 | 21.62 |